University of Tabriz Computational Methods for Differential Equations 2345-3982 9 2 2021 04 01 Solving some stochastic differential equation using Dirichlet distributions 393 398 10324 10.22034/cmde.2019.32914.1533 EN Hawre Hadad Department of Statistics, Sciences and Research branch, Islamic Azad University, Tehran, Iran. Hazhir Homei Department of Statistic University of Tabriz P.O.Box 51666-16471 Tabriz, Iran. Mohammad Hassan Behzadi Department of Statistics, Sciences and Research branch, Islamic Azad University, Tehran, Iran. Rahman Farnoosh School of Mathematics ,Iran University of Science and Technology, Tehran, Iran. Journal Article 2019 04 28 Stochastic linear combinations of some random vectors are studied where the distribution of the random vectors and the joint distribution of their coefficients have Dirichlet distributions. A method is provided for calculating the distribution of these combinations which has been studied before. Our main result is the same as but from a different point of view. https://cmde.tabrizu.ac.ir/article_10324_cc28d04aa0f66ed68800b2c95ebd51c7.pdf